-98.0%
IRE vs IAG
+37.5%
-135.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.1% | -15.4% | -15.6% |
| 7D | -31.8% | -7.7% | -24.2% | -25.1% |
| 30D | -71.8% | +1.6% | -73.3% | -72.6% |
| 3M | -88.9% | -2.4% | -86.5% | -88.4% |
| 6M | -95.4% | -7.8% | -87.5% | -94.8% |
| YTD | -94.2% | +5.0% | -99.3% | -93.8% |
| 1Y | -97.1% | +25.7% | -122.8% | -97.6% |
| All | -98.0% | +37.5% | -135.5% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling